+1,025.2%
C vs ETR
+4,602.4%
-3,577.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +2.0% |
| 7D | -0.9% | +1.7% | -2.7% | -1.6% |
| 30D | -5.4% | +8.7% | -14.1% | -8.8% |
| 3M | -9.2% | +4.9% | -14.1% | -11.1% |
| 6M | -1.8% | +0.8% | -2.6% | -2.5% |
| YTD | +6.7% | +23.1% | -16.4% | -3.8% |
| 1Y | +23.5% | +17.9% | +5.6% | +13.5% |
| 3Y | +219.8% | +154.5% | +65.3% | +105.5% |
| 5Y | +112.4% | +160.3% | -47.9% | +32.8% |
| 10Y | +220.1% | +366.9% | -146.9% | +53.7% |
| All | +1,025.2% | +4,602.4% | -3,577.2% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling